Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=13; FilterMA_Period=16; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=12; BB_Deviation=2.7; BB_Applied=0; BB_GapSize=43; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; BUY_PruningMethod=0; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=120; T_TakeProfit=40; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=80; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
| Bars in test | 2604 | Ticks modelled | 78712 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1031.61 | Gross profit | 1509.83 | Gross loss | -478.22 |
| Profit factor | 3.16 | Expected payoff | 27.88 | ||
| Absolute drawdown | 528.59 | Maximal drawdown | 855.25 (8.28%) | Relative drawdown | 8.28% (855.25) |
| Total trades | 37 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 31 (83.78%) | Loss trades (% of total) | 6 (16.22%) | ||
| Largest | profit trade | 62.98 | loss trade | -90.20 | |
| Average | profit trade | 48.70 | loss trade | -79.70 | |
| Maximum | consecutive wins (profit in money) | 31 (1509.83) | consecutive losses (loss in money) | 6 (-478.22) | |
| Maximal | consecutive profit (count of wins) | 1509.83 (31) | consecutive loss (count of losses) | -478.22 (6) | |
| Average | consecutive wins | 31 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.29 08:00 | sell | 1 | 0.10 | 146.455 | 0.000 | 0.000 | ||
| 2 | 2023.08.29 08:00 | modify | 1 | 0.10 | 146.455 | 147.555 | 145.655 | ||
| 3 | 2023.08.30 13:40 | t/p | 1 | 0.10 | 145.655 | 147.555 | 145.655 | 52.94 | 10052.94 |
| 4 | 2023.10.16 20:00 | buy | 2 | 0.10 | 149.548 | 0.000 | 0.000 | ||
| 5 | 2023.10.16 20:00 | modify | 2 | 0.10 | 149.548 | 148.448 | 150.348 | ||
| 6 | 2023.10.17 04:00 | buy | 3 | 0.10 | 149.575 | 0.000 | 0.000 | ||
| 7 | 2023.10.17 04:00 | modify | 3 | 0.10 | 149.575 | 148.475 | 150.375 | ||
| 8 | 2023.10.17 12:00 | buy | 4 | 0.10 | 149.491 | 0.000 | 0.000 | ||
| 9 | 2023.10.17 12:00 | modify | 4 | 0.10 | 149.491 | 148.391 | 150.291 | ||
| 10 | 2023.10.17 16:00 | sell | 5 | 0.10 | 149.715 | 0.000 | 0.000 | ||
| 11 | 2023.10.17 16:00 | modify | 5 | 0.10 | 149.715 | 150.815 | 148.915 | ||
| 12 | 2023.10.19 12:00 | sell | 6 | 0.10 | 149.856 | 0.000 | 0.000 | ||
| 13 | 2023.10.19 12:00 | modify | 6 | 0.10 | 149.856 | 150.956 | 149.056 | ||
| 14 | 2023.10.19 16:00 | sell | 7 | 0.10 | 149.919 | 0.000 | 0.000 | ||
| 15 | 2023.10.19 16:00 | modify | 7 | 0.10 | 149.919 | 151.019 | 149.119 | ||
| 16 | 2023.10.19 20:00 | sell | 8 | 0.10 | 149.802 | 0.000 | 0.000 | ||
| 17 | 2023.10.19 20:00 | modify | 8 | 0.10 | 149.802 | 150.902 | 149.002 | ||
| 18 | 2023.10.20 04:00 | sell | 9 | 0.10 | 149.848 | 0.000 | 0.000 | ||
| 19 | 2023.10.20 04:00 | modify | 9 | 0.10 | 149.848 | 150.948 | 149.048 | ||
| 20 | 2023.10.20 08:00 | sell | 10 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 21 | 2023.10.20 08:00 | modify | 10 | 0.10 | 149.967 | 151.067 | 149.167 | ||
| 22 | 2023.10.20 12:00 | sell | 11 | 0.10 | 149.943 | 0.000 | 0.000 | ||
| 23 | 2023.10.20 12:00 | modify | 11 | 0.10 | 149.943 | 151.043 | 149.143 | ||
| 24 | 2023.10.20 16:00 | sell | 12 | 0.10 | 149.849 | 0.000 | 0.000 | ||
| 25 | 2023.10.20 16:00 | modify | 12 | 0.10 | 149.849 | 150.949 | 149.049 | ||
| 26 | 2023.10.23 04:00 | sell | 13 | 0.10 | 149.937 | 0.000 | 0.000 | ||
| 27 | 2023.10.23 04:00 | modify | 13 | 0.10 | 149.937 | 151.037 | 149.137 | ||
| 28 | 2023.10.23 08:00 | sell | 14 | 0.10 | 149.900 | 0.000 | 0.000 | ||
| 29 | 2023.10.23 08:00 | modify | 14 | 0.10 | 149.900 | 151.000 | 149.100 | ||
| 30 | 2023.10.23 12:00 | sell | 15 | 0.10 | 149.927 | 0.000 | 0.000 | ||
| 31 | 2023.10.23 12:00 | modify | 15 | 0.10 | 149.927 | 151.027 | 149.127 | ||
| 32 | 2023.10.23 16:00 | buy | 16 | 0.10 | 149.819 | 0.000 | 0.000 | ||
| 33 | 2023.10.23 16:00 | modify | 16 | 0.10 | 149.819 | 148.719 | 150.619 | ||
| 34 | 2023.10.25 20:40 | t/p | 4 | 0.10 | 150.291 | 148.391 | 150.291 | 58.79 | 10111.73 |
| 35 | 2023.10.26 02:30 | t/p | 2 | 0.10 | 150.348 | 148.448 | 150.348 | 61.56 | 10173.29 |
| 36 | 2023.10.26 02:30 | t/p | 3 | 0.10 | 150.375 | 148.475 | 150.375 | 60.86 | 10234.15 |
| 37 | 2023.10.26 06:05 | t/p | 16 | 0.10 | 150.619 | 148.719 | 150.619 | 56.57 | 10290.72 |
| 38 | 2023.10.30 14:40 | t/p | 7 | 0.10 | 149.119 | 151.019 | 149.119 | 35.58 | 10326.30 |
| 39 | 2023.10.30 14:40 | t/p | 10 | 0.10 | 149.167 | 151.067 | 149.167 | 37.59 | 10363.88 |
| 40 | 2023.10.30 14:40 | t/p | 11 | 0.10 | 149.143 | 151.043 | 149.143 | 37.59 | 10401.47 |
| 41 | 2023.10.30 14:40 | t/p | 13 | 0.10 | 149.137 | 151.037 | 149.137 | 39.60 | 10441.07 |
| 42 | 2023.10.30 14:40 | t/p | 14 | 0.10 | 149.100 | 151.000 | 149.100 | 39.59 | 10480.65 |
| 43 | 2023.10.30 14:40 | t/p | 15 | 0.10 | 149.127 | 151.027 | 149.127 | 39.59 | 10520.24 |
| 44 | 2023.10.30 15:20 | t/p | 6 | 0.10 | 149.056 | 150.956 | 149.056 | 35.59 | 10555.83 |
| 45 | 2023.10.30 15:20 | t/p | 9 | 0.10 | 149.048 | 150.948 | 149.048 | 37.61 | 10593.43 |
| 46 | 2023.10.30 15:20 | t/p | 12 | 0.10 | 149.049 | 150.949 | 149.049 | 37.60 | 10631.03 |
| 47 | 2023.10.30 15:30 | t/p | 8 | 0.10 | 149.002 | 150.902 | 149.002 | 35.62 | 10666.65 |
| 48 | 2023.10.30 15:40 | t/p | 5 | 0.10 | 148.915 | 150.815 | 148.915 | 27.61 | 10694.26 |
| 49 | 2024.02.26 08:00 | sell | 17 | 0.10 | 150.452 | 0.000 | 0.000 | ||
| 50 | 2024.02.26 08:00 | modify | 17 | 0.10 | 150.452 | 151.552 | 149.652 | ||
| 51 | 2024.02.26 12:00 | sell | 18 | 0.10 | 150.686 | 0.000 | 0.000 | ||
| 52 | 2024.02.26 12:00 | modify | 18 | 0.10 | 150.686 | 151.786 | 149.886 | ||
| 53 | 2024.02.29 02:40 | t/p | 18 | 0.10 | 149.886 | 151.786 | 149.886 | 43.36 | 10737.62 |
| 54 | 2024.02.29 07:40 | t/p | 17 | 0.10 | 149.652 | 151.552 | 149.652 | 43.41 | 10781.03 |
| 55 | 2024.03.26 04:00 | buy | 19 | 0.10 | 151.433 | 0.000 | 0.000 | ||
| 56 | 2024.03.26 04:00 | modify | 19 | 0.10 | 151.433 | 150.333 | 152.233 | ||
| 57 | 2024.03.26 08:00 | buy | 20 | 0.10 | 151.350 | 0.000 | 0.000 | ||
| 58 | 2024.03.26 08:00 | modify | 20 | 0.10 | 151.350 | 150.250 | 152.150 | ||
| 59 | 2024.03.26 12:00 | buy | 21 | 0.10 | 151.418 | 0.000 | 0.000 | ||
| 60 | 2024.03.26 12:00 | modify | 21 | 0.10 | 151.418 | 150.318 | 152.218 | ||
| 61 | 2024.03.29 08:00 | buy | 22 | 0.10 | 151.372 | 0.000 | 0.000 | ||
| 62 | 2024.03.29 08:00 | modify | 22 | 0.10 | 151.372 | 150.272 | 152.172 | ||
| 63 | 2024.03.29 12:00 | buy | 23 | 0.10 | 151.367 | 0.000 | 0.000 | ||
| 64 | 2024.03.29 12:00 | modify | 23 | 0.10 | 151.367 | 150.267 | 152.167 | ||
| 65 | 2024.03.29 16:00 | buy | 24 | 0.10 | 151.251 | 0.000 | 0.000 | ||
| 66 | 2024.03.29 16:00 | modify | 24 | 0.10 | 151.251 | 150.151 | 152.051 | ||
| 67 | 2024.03.29 20:00 | buy | 25 | 0.10 | 151.358 | 0.000 | 0.000 | ||
| 68 | 2024.03.29 20:00 | modify | 25 | 0.10 | 151.358 | 150.258 | 152.158 | ||
| 69 | 2024.04.01 08:00 | buy | 26 | 0.10 | 151.370 | 0.000 | 0.000 | ||
| 70 | 2024.04.01 08:00 | modify | 26 | 0.10 | 151.370 | 150.270 | 152.170 | ||
| 71 | 2024.04.01 12:00 | sell | 27 | 0.10 | 151.389 | 0.000 | 0.000 | ||
| 72 | 2024.04.01 12:00 | modify | 27 | 0.10 | 151.389 | 152.489 | 150.589 | ||
| 73 | 2024.04.03 12:00 | sell | 28 | 0.10 | 151.771 | 0.000 | 0.000 | ||
| 74 | 2024.04.03 12:00 | modify | 28 | 0.10 | 151.771 | 152.871 | 150.971 | ||
| 75 | 2024.04.03 16:00 | sell | 29 | 0.10 | 151.678 | 0.000 | 0.000 | ||
| 76 | 2024.04.03 16:00 | modify | 29 | 0.10 | 151.678 | 152.778 | 150.878 | ||
| 77 | 2024.04.04 04:00 | sell | 30 | 0.10 | 151.674 | 0.000 | 0.000 | ||
| 78 | 2024.04.04 04:00 | modify | 30 | 0.10 | 151.674 | 152.774 | 150.874 | ||
| 79 | 2024.04.04 12:00 | sell | 31 | 0.10 | 151.742 | 0.000 | 0.000 | ||
| 80 | 2024.04.04 12:00 | modify | 31 | 0.10 | 151.742 | 152.842 | 150.942 | ||
| 81 | 2024.04.04 16:00 | sell | 32 | 0.10 | 151.662 | 0.000 | 0.000 | ||
| 82 | 2024.04.04 16:00 | modify | 32 | 0.10 | 151.662 | 152.762 | 150.862 | ||
| 83 | 2024.04.05 00:40 | t/p | 28 | 0.10 | 150.971 | 152.871 | 150.971 | 45.00 | 10826.03 |
| 84 | 2024.04.05 00:40 | t/p | 29 | 0.10 | 150.878 | 152.778 | 150.878 | 45.00 | 10871.03 |
| 85 | 2024.04.05 00:40 | t/p | 30 | 0.10 | 150.874 | 152.774 | 150.874 | 51.03 | 10922.06 |
| 86 | 2024.04.05 00:40 | t/p | 31 | 0.10 | 150.942 | 152.842 | 150.942 | 51.03 | 10973.08 |
| 87 | 2024.04.05 00:40 | t/p | 32 | 0.10 | 150.862 | 152.762 | 150.862 | 51.02 | 11024.10 |
| 88 | 2024.04.10 08:00 | sell | 33 | 0.10 | 151.841 | 0.000 | 0.000 | ||
| 89 | 2024.04.10 08:00 | modify | 33 | 0.10 | 151.841 | 152.941 | 151.041 | ||
| 90 | 2024.04.10 12:20 | t/p | 24 | 0.10 | 152.051 | 150.151 | 152.051 | 59.56 | 11083.67 |
| 91 | 2024.04.10 12:30 | t/p | 19 | 0.10 | 152.233 | 150.333 | 152.233 | 62.98 | 11146.64 |
| 92 | 2024.04.10 12:30 | t/p | 20 | 0.10 | 152.150 | 150.250 | 152.150 | 62.98 | 11209.62 |
| 93 | 2024.04.10 12:30 | t/p | 21 | 0.10 | 152.218 | 150.318 | 152.218 | 62.97 | 11272.59 |
| 94 | 2024.04.10 12:30 | t/p | 22 | 0.10 | 152.172 | 150.272 | 152.172 | 59.48 | 11332.07 |
| 95 | 2024.04.10 12:30 | t/p | 23 | 0.10 | 152.167 | 150.267 | 152.167 | 59.48 | 11391.55 |
| 96 | 2024.04.10 12:30 | t/p | 25 | 0.10 | 152.158 | 150.258 | 152.158 | 59.48 | 11451.04 |
| 97 | 2024.04.10 12:30 | t/p | 26 | 0.10 | 152.170 | 150.270 | 152.170 | 58.79 | 11509.83 |
| 98 | 2024.04.10 12:40 | s/l | 27 | 0.10 | 152.489 | 152.489 | 150.589 | -90.20 | 11419.62 |
| 99 | 2024.04.10 15:40 | s/l | 33 | 0.10 | 152.941 | 152.941 | 151.041 | -71.91 | 11347.71 |
| 100 | 2024.04.23 20:00 | sell | 34 | 0.10 | 154.820 | 0.000 | 0.000 | ||
| 101 | 2024.04.23 20:00 | modify | 34 | 0.10 | 154.820 | 155.920 | 154.020 | ||
| 102 | 2024.04.24 04:00 | sell | 35 | 0.10 | 154.848 | 0.000 | 0.000 | ||
| 103 | 2024.04.24 04:00 | modify | 35 | 0.10 | 154.848 | 155.948 | 154.048 | ||
| 104 | 2024.04.24 08:00 | sell | 36 | 0.10 | 154.900 | 0.000 | 0.000 | ||
| 105 | 2024.04.24 08:00 | modify | 36 | 0.10 | 154.900 | 156.000 | 154.100 | ||
| 106 | 2024.04.24 12:00 | sell | 37 | 0.10 | 154.926 | 0.000 | 0.000 | ||
| 107 | 2024.04.24 12:00 | modify | 37 | 0.10 | 154.926 | 156.026 | 154.126 | ||
| 108 | 2024.04.26 03:30 | s/l | 34 | 0.10 | 155.920 | 155.920 | 154.020 | -80.58 | 11267.13 |
| 109 | 2024.04.26 03:30 | s/l | 35 | 0.10 | 155.948 | 155.948 | 154.048 | -78.56 | 11188.57 |
| 110 | 2024.04.26 03:40 | s/l | 36 | 0.10 | 156.000 | 156.000 | 154.100 | -78.48 | 11110.09 |
| 111 | 2024.04.26 03:40 | s/l | 37 | 0.10 | 156.026 | 156.026 | 154.126 | -78.48 | 11031.61 |